CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 564-4 567-0 2-4 0.4% 578-6
High 564-4 568-0 3-4 0.6% 599-0
Low 561-4 557-6 -3-6 -0.7% 573-6
Close 563-4 559-2 -4-2 -0.8% 579-6
Range 3-0 10-2 7-2 241.7% 25-2
ATR 12-3 12-2 -0-1 -1.2% 0-0
Volume 1,831 3,854 2,023 110.5% 14,253
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 592-3 586-1 564-7
R3 582-1 575-7 562-1
R2 571-7 571-7 561-1
R1 565-5 565-5 560-2 563-5
PP 561-5 561-5 561-5 560-6
S1 555-3 555-3 558-2 553-3
S2 551-3 551-3 557-3
S3 541-1 545-1 556-3
S4 530-7 534-7 553-5
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 659-7 645-1 593-5
R3 634-5 619-7 586-6
R2 609-3 609-3 584-3
R1 594-5 594-5 582-1 602-0
PP 584-1 584-1 584-1 587-7
S1 569-3 569-3 577-3 576-6
S2 558-7 558-7 575-1
S3 533-5 544-1 572-6
S4 508-3 518-7 565-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 599-0 557-6 41-2 7.4% 7-7 1.4% 4% False True 2,751
10 599-0 557-6 41-2 7.4% 5-6 1.0% 4% False True 3,091
20 646-2 557-6 88-4 15.8% 6-3 1.1% 2% False True 3,170
40 707-0 557-6 149-2 26.7% 6-1 1.1% 1% False True 3,165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 611-4
2.618 594-7
1.618 584-5
1.000 578-2
0.618 574-3
HIGH 568-0
0.618 564-1
0.500 562-7
0.382 561-5
LOW 557-6
0.618 551-3
1.000 547-4
1.618 541-1
2.618 530-7
4.250 514-2
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 562-7 568-3
PP 561-5 565-3
S1 560-4 562-2

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These figures are updated between 7pm and 10pm EST after a trading day.

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